Event risk before this expiration:FOMC decision Wed, Oct 28 — macro releases historically overwhelm pinning effects; max pain reads weakest in event weeks.
■ put-side pain■ call-side painTotal payout option writers would owe at each settle price (both sides, all open interest, ×100 shares) — low settles hurt put writers, high settles hurt call writers. The minimum — 47 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)ASTS open contracts per strike for Fri, Oct 30.
Open-interest change: building vs unwinding
Needs two observed snapshot days for this expiration; the comparison appears automatically once the next weekday snapshot lands. We diff real observations only; nothing is estimated.
Volume by strike · Fri, Oct 30
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 30
— call IV— put IVATM ≈ 92.6% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 30
Net dealer gamma per strike, in dollars per 1% move, assuming the standard convention (dealers long calls, short puts) — an assumption, not an observation. Above the amber flip level hedging tends to dampen moves; below it, to amplify them.
Greeks by strike · Fri, Oct 30
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.83
-0.13
36
0.0628
0.01
-0.13
-0.17
0.80
-0.14
36.5
0.0711
0.01
-0.14
-0.21
0.76
-0.16
37
0.0792
0.01
-0.16
-0.24
0.71
-0.17
37.5
0.0869
0.01
-0.17
-0.29
0.67
-0.18
38
0.0936
0.01
-0.18
-0.33
0.62
-0.19
38.5
0.0990
0.02
-0.20
-0.38
0.57
-0.20
39
0.1027
0.02
-0.20
-0.43
0.52
-0.20
39.5
0.1045
0.02
-0.20
-0.48
0.47
-0.20
40
0.1042
0.02
-0.20
-0.54
0.42
-0.20
40.5
0.1022
0.02
-0.20
-0.59
0.37
-0.19
41
0.0984
0.02
-0.19
-0.64
0.32
-0.18
41.5
0.0932
0.01
-0.18
-0.68
0.28
-0.17
42
0.0871
0.01
-0.17
-0.72
0.24
-0.15
42.5
0.0804
0.01
-0.16
-0.76
0.21
-0.14
43
0.0734
0.01
-0.14
-0.79
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 56 are in the CSV. Δ per $1 of underlying · Θ per day · vega per IV point.
Stacked — layer the expirations
Call open interest per strike, stacked across the checked expirations — each color is one expiry. Strikes are pruned to the liquid center of each chain.
Max pain is arithmetic, not prophecy: the settle price that would minimize what option writers pay out at expiration, computed from open interest alone. Prices sometimes gravitate toward heavy strikes into expiry — dealer hedging is a real flow — but the evidence that max pain predicts settlement better than chance is mixed, and we are not going to pretend otherwise. Use it as a map of where positioning is stacked, next to the fundamentals and the earnings calendar, not as a target.
Data: Cboe delayed public feed (~15 minutes), refreshed here about every 15 minutes. Open interest itself updates once daily, before the open. Educational information, not investment advice.